CME Australian Dollar Future March 2012

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	0.9472	0.9565	0.0093	1.0%	0.9489
High	0.9555	0.9700	0.0145	1.5%	0.9700
Low	0.9467	0.9556	0.0089	0.9%	0.9233
Close	0.9587	0.9611	0.0024	0.3%	0.9611
Range	0.0088	0.0144	0.0056	63.6%	0.0467
ATR	0.0139	0.0139	0.0000	0.3%	0.0000
Volume	38	79	41	107.9%	348

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0054	0.9977	0.9690
R3	0.9910	0.9833	0.9651
R2	0.9766	0.9766	0.9637
R1	0.9689	0.9689	0.9624	0.9728
PP	0.9622	0.9622	0.9622	0.9642
S1	0.9545	0.9545	0.9598	0.9584
S2	0.9478	0.9478	0.9585
S3	0.9334	0.9401	0.9571
S4	0.9190	0.9257	0.9532

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.0916	1.0730	0.9868
R3	1.0449	1.0263	0.9739
R2	0.9982	0.9982	0.9697
R1	0.9796	0.9796	0.9654	0.9889
PP	0.9515	0.9515	0.9515	0.9561
S1	0.9329	0.9329	0.9568	0.9422
S2	0.9048	0.9048	0.9525
S3	0.8581	0.8862	0.9483
S4	0.8114	0.8395	0.9354

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9700	0.9233	0.0467	4.9%	0.0138	1.4%	81%	True	False	69
10	0.9760	0.9233	0.0527	5.5%	0.0122	1.3%	72%	False	False	59
20	1.0185	0.9233	0.0952	9.9%	0.0099	1.0%	40%	False	False	40
40	1.0511	0.9233	0.1278	13.3%	0.0050	0.5%	30%	False	False	22
60	1.0696	0.9233	0.1463	15.2%	0.0033	0.3%	26%	False	False	15
80	1.0696	0.9233	0.1463	15.2%	0.0025	0.3%	26%	False	False	12
100	1.0696	0.9233	0.1463	15.2%	0.0020	0.2%	26%	False	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0312
2.618	1.0077
1.618	0.9933
1.000	0.9844
0.618	0.9789
HIGH	0.9700
0.618	0.9645
0.500	0.9628
0.382	0.9611
LOW	0.9556
0.618	0.9467
1.000	0.9412
1.618	0.9323
2.618	0.9179
4.250	0.8944

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	0.9628	0.9583
PP	0.9622	0.9554
S1	0.9617	0.9526

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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